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The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, … The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering.
The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, … The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. We want to highlight in the book an inter disciplinary approach to the development and implementation of algorithmic trading and quantitative strategies.
